+18,659.0%
TSM vs XLU
+639.3%
+18,019.7%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.9% | +1.5% | +1.9% |
| 7D | +6.0% | +2.1% | +3.9% | +4.8% |
| 30D | +4.5% | -0.4% | +4.9% | +4.7% |
| 3M | +3.1% | +0.5% | +2.6% | +2.5% |
| 6M | +30.2% | -5.8% | +36.0% | +33.7% |
| YTD | +45.2% | +3.1% | +42.1% | +41.7% |
| 1Y | +79.6% | +8.1% | +71.4% | +70.8% |
| 3Y | +411.0% | +50.5% | +360.5% | +296.8% |
| 5Y | +290.7% | +44.7% | +246.0% | +204.0% |
| 10Y | +1,753.6% | +136.8% | +1,616.8% | +902.4% |
| All | +18,659.0% | +639.3% | +18,019.7% | +4,349.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XLU.
Daily Out/Under-Performance
Portfolio return minus XLU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded XLU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling